Representing Multi-View Time-Series Graph Structures for Multivariate Long-Term Time-Series Forecasting

Multivariate long-term time-series forecasting tasks are very challenging tasks in many real-world application areas. Recently, researchers focus on designing robust and effective methods, and have made considerable progress. However, there are several issues with existing models that need to be overcome. First, the lack of a relationship structure between multivariate variables needs to be addressed. Second, most models only have a weak ability to capture local dynamic changes across the entire long-term time-series. Third, current models suffer from high computational complexity and unsatisfactory accuracy. To figure out the above issues, we propose an effective and efficient method called Multi-view Time-series Graph Structure Representation (MTGSR). MTGSR uses GCNs to construct topological relationships in the multivariate time-series from three different perspectives: time, dimension, and crossing segments. Variation trends in different dimensions are extracted through a difference operation to construct topological maps that reflect the correlations between different dimensions. To capture the dynamically changing characteristics of fluctuation correlations between adjacent local sequences, MTGSR constructs a cross graph by calculating correlation coefficients between adjacent local sequences. Extensive experiments show that MTGSR reduces errors by 17.41% over the state-of-the-art. Additionally, memory use is decreased by 66.52% and the running time is reduced by 78.09%.